uefi - Create custom Ubuntu live USB on a Windows 8.1 host

I own a laptop (Acer Aspire V3-571G) running Windows 8.1 using an UEFI to boot the system. I've read that changing this to BIOS would cause trouble with Windows, so it is not an option.

First I tried to create a Ubuntu 14.04 LiveUSB with persistence enabled. However I couldn't manage to boot it (it never showed up in the list of bootable devices). A live version of the same distribution however was bootable.

The problem with the LiveUSB version is, that I can't do any permanent changes to the installed packages, which I need to customize. There are a view guides out there telling how to create a custom Linux distribution using Linux tools. However I couldn't find anything on how to do it on a Windows machine.

So how do I setup a custom Ubuntu 14.04 Live-USB on Windows 8.1? Any advice is highly appreciated.

Warning! This does not give a direct answer to your question but it gives a work-around with some bonus content. Hope it helps.

You can always install Ubuntu in VirtualBox, do your thing there and as a bonus also test your modified Ubuntu in a virtual environment before you even try it out on your real hardware. Booting from a virtual USB is not an issue but as far as I remember you need the Oracle version for the USB support, which is not available in the open source one. When I'm doing stuff like this I always check and double check in VBox. That's why every custom Ubuntu I've managed to create never failed to boot or give me serious headaches on my machine.

Take a look at https://help.ubuntu.com/community/LiveCDCustomization#Testing_the_CD (VBox is mentioned before the Troubleshooting sub-section). Make sure you also read the full article. It's worth it.

Of course testing in VBox does NOT guarantee you a 100% successful deployment especially when it comes to hardware (e.g. you add/remove some driver) but it is definitely the preferable way to do customizations and improve their quality.

EDIT
For information on EFI booting see @Whaaaaaat's reply. In addition see @FirefoxMetzger's comment under this reply for the complete chain combining both mine and the reply of @Whaaaaaat for testing and booting the customized Ubuntu Live-USB.